+122.3%
SLV vs AWK
+24.3%
+98.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.3% |
| 7D | +5.1% | +4.1% | +1.0% | +5.5% |
| 30D | -12.9% | +18.0% | -30.9% | -11.6% |
| 3M | -16.1% | +12.2% | -28.3% | -15.1% |
| 6M | -33.2% | +21.2% | -54.4% | -31.9% |
| YTD | -27.2% | +17.6% | -44.8% | -25.9% |
| 1Y | +7.6% | +19.2% | -11.6% | +9.5% |
| 3Y | +122.3% | +26.7% | +95.6% | +118.0% |
| All | +122.3% | +24.3% | +98.0% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling